Autocorrelation Robust Testing

Functions for testing affine hypotheses on the regression coefficient vector in regression models with autocorrelated errors.


Changes in Version 1.0.1

o In Makevars and 'PKG_LIBS= -fopenmp -lgomp' was replaced by 'PKG_LIBS=$(SHLIB_OPENMP_CXXFLAGS)' o OpenMp is now used conditionally (in 'test.statistic.cpp' and 'test.statistic.Eicker.cpp') to make the package also usable in case OpenMp is not supported. o The .Rd files were updated with the information that parallelization through the parameter 'cores' in the functions 'F.type.test.statistic', 'size', and 'critical.value' is only operative in case OpenMp is supported. o Some references were updated in the .Rd files. o The DESCRIPTION file was updated.

Reference manual

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1.0.1 by David Preinerstorfer, 5 years ago

Browse source code at

Authors: David Preinerstorfer

Documentation:   PDF Manual  

GPL-2 license

Imports methods, stats, sandwich, Rcpp

Linking to Rcpp, RcppEigen

See at CRAN